This text provides a first comprehensive introduction to probabilistic numerics, aimed at Masters' and PhD students, as well as postgraduate researchers in artificial intelligence, computer science, statistics, and applied mathematics. It contains extensive background material, and uses figures, exercises, and worked examples to develop intuition.
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'Probabilistic Numerics - Hennig, Philipp (Eberhard-Karls-Universitat Tubingen, Osborne, Michael A. (University of Oxford), Kersting, Hans P. (Ecole Normale Superieure'.
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